Thailand is a popular destination with a generally good safety record for tourists. Petty theft and scams targeting tourists are the most common issues — the 'tuk-tuk gem scam' and fake 'closed temple' schemes have tripped up many visitors. Research common scams before you go.
Road safety is a concern: Thailand has a high traffic accident rate, especially involving motorcycles. Wear helmets when renting motorbikes. Deep South provinces (Pattani, Yala, Narathiwat) have an active insurgency — avoid these unless you have specific reasons to go.